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New Margin Framework w.e.f 1st June 2020

  • Published: Monday, 15 June 2020

SEBI has, from time to time, put in place various risk containment measures to address the risks involved in the cash and derivatives market. With a view to keeping up pace with the changing market dynamics and to bring more efficiency in the risk management framework, a comprehensive review of the  margin framework was done and SEBI and Exchange has come up with new norms which can be checked from following links NSE and SEBI 

Highlights

  • No major changes in Cash Segment margins.
  • Margins in naked F&O positions might slightly go up.

*Margins for hedged positions might go down by approx 50%. Kindly manage your positions accordingly.

Approx Margins as per New Rules .

Naked Future

Buy

 

Old

 

New

 

 

%

 

 

 

 

 

 

 

Nifty

107344

134553

 

25.34748

 

 

 

 

 

 

 

Reliance

175459

207597.9

 

18.31703

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Future with ATM

 

 

 

Premium

 

Required

Margin

 

 

 

 

 

 

Nifty

Fut Buy

 

 

 

 

 

Put Buy

9400 PE

6975

 

33000

 

 

 

 

 

 

Reliance

Fut Buy

 

 

 

 

 

Put Buy

1460 PE

26000

 

44250

 

 

 

 

 

 

 

 

 

 

 

 

Future with OTM

 

 

 

 

 

 

 

 

 

 

 

Nifty

Fut Buy

 

 

 

 

 

Put Buy

9200 PE

3000

 

46612